+536.3%
ISRG vs PWR
+1,915.1%
-1,378.8%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +9.4% | -7.6% | -1.3% |
| 7D | +5.4% | -4.8% | +10.2% | +5.8% |
| 30D | +8.6% | -16.2% | +24.8% | +13.4% |
| 3M | +21.6% | -11.9% | +33.5% | +23.9% |
| 6M | +2.3% | -20.6% | +22.9% | +6.3% |
| YTD | -18.7% | +40.3% | -58.9% | -33.9% |
| 1Y | -17.8% | +33.0% | -50.8% | -31.9% |
| 3Y | +69.1% | +250.0% | -180.9% | -12.8% |
| 5Y | +26.5% | +404.2% | -377.7% | -46.5% |
| 10Y | +536.3% | +1,865.8% | -1,329.6% | +30.7% |
| All | +536.3% | +1,915.1% | -1,378.8% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PWR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling